-84.2%
OKLO vs GDDY
-11.2%
-73.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | +1.5% | -14.7% | -12.9% |
| 7D | -28.4% | +13.4% | -41.8% | -26.6% |
| 30D | -50.2% | +22.3% | -72.5% | -48.3% |
| 3M | -55.3% | +30.9% | -86.2% | -52.9% |
| 6M | -71.9% | +37.3% | -109.2% | -69.6% |
| YTD | -73.2% | -3.2% | -70.1% | -71.2% |
| 1Y | -84.2% | -9.8% | -74.4% | -81.6% |
| All | -84.2% | -11.2% | -73.0% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling